+64.7%
WEC vs IAG
+663.0%
-598.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.9% |
| 7D | +2.3% | -7.7% | +10.0% | +2.6% |
| 30D | +11.1% | +1.6% | +9.5% | +10.8% |
| 3M | +8.4% | -2.4% | +10.9% | +8.3% |
| 6M | +7.5% | -7.8% | +15.3% | +7.5% |
| YTD | +15.3% | +5.0% | +10.3% | +13.7% |
| 1Y | +9.7% | +25.7% | -16.0% | +6.9% |
| 3Y | +64.7% | +694.5% | -629.8% | +27.2% |
| All | +64.7% | +663.0% | -598.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling